We do actually win "hot" wars, in the sense of conventional wars -- see e.g. Iraq, Afghanistan for recent examples. Or even Vietnam. We roll in, destroy conventional opposition, and occupy the area.
What we lose is the ensuing guerilla war, which may take a decade or so. But no wealthy country will risk that. No industrialized country's leaders are going to think well let's defy the US, it's OK because after guerilla war and devastation, we'll win.
